Stability of a Runge-Kutta method for the Navier-Stokes equation

We investigate the linear stability properties of a Runge-Kutta method for the Navier-Stokes equations. The theoretical stability limit is compared with that encountered in numerical simulations of an initial-boundary value problem. Numerical results from simulation in 3D are presented.     

On the stability of the positive steady states for a nonhomogeneous semilinear Cauchy problem

This paper is contributed to the Cauchy problem

     

On the Cauchy problem for the fast diffusion equation

For , the author studies the existence of a kind of weak solution to the Cauchy problem

     

Wavelet moment method for the Cauchy problem for the Helmholtz equation

The paper is concerned with the problem of reconstruction of acoustic or electromagnetic field from inexact data given on an open part of the boundary of a given domain. A regularization concept is presented for the moment problem that is equivalent to a Cauchy problem for the Helmholtz equation. A method of regularization by projection with application of the Meyer wavelet subspaces is introduced and analyzed. The derived formula, describing the projection level in terms of the error bound of the inexact Cauchy data, allows us to prove the convergence and stability of the method.     

The stability of rational approximations of analytic semigroups

It is shown thatA-acceptable and, more generally,A()-arational approximations of bounded analytic semigroups in Banach space are stable. The result applies, in particular, to the Crank-Nicolson method.     

On local convergence of a symmetric semi-discrete scheme for an abstract analogue of the Kirchhoff equation

The present work considers a nonlinear abstract hyperbolic equation with a self-adjoint positive definite operator, which represents a generalization of the Kirchhoff string equation. A symmetric three-layer semi-discrete scheme is constructed for an approximate solution of a Cauchy problem for this equation. Value of the gradient in the nonlinear term of the scheme is taken at the middle point. It makes possible to find an approximate solution at each time step by inverting the linear operator. Local convergence of the constructed scheme is proved. Numerical calculations for different model problems are carried out using this scheme.     

Dimension splitting for evolution equations

In this paper, we are concerned with splitting methods for the time integration of abstract evolution equations. We introduce an analytic framework which allows us to prove optimal convergence orders for various splitting methods, including the Lie and Peaceman–Rachford splittings. Our setting is applicable for a wide variety of linear equations and their dimension splittings. In particular, we analyze parabolic problems with Dirichlet boundary conditions, as well as degenerate equations on bounded domains. We further illustrate our theoretical results with a set of numerical experiments. This work was supported by the Austrian Science Fund under grant M961-N13.     

The Cauchy problem for the Liouville equation and Bryant surfaces

We give a construction that connects the Cauchy problem for the 2-dimensional elliptic Liouville equation with a certain initial value problem for mean curvature one surfaces in hyperbolic 3-space H³, and solve both of them. We construct the unique mean curvature one surface in H³ that passes through a given curve with a given unit normal along it, and provide diverse applications. In particular, topics such as period problems, symmetries, finite total curvature, planar geodesics, rigidity, etc. are treated for these surfaces.     

Besov regularity and new error estimates for finite volume approximations of the p-laplacian

Summary. In [1], we have constructed a family of finite volume schemes on rectangular meshes for the p-laplacian and we proved error estimates in case the exact solution lies in W^2,p. Actually, W^2,p is not a natural space for solutions of the p-laplacian in the case p>2. Indeed, for general L^p data it can be shown that the solution only belongs to the Besov space In this paper, we prove Besov kind a priori estimates on the approximate solution for any data in L^p. We then obtain new error estimates for such solutions in the case of uniform meshes     

The uniform saturation property for a singularly perturbed reaction-diffusion equation

Although adaptive finite element methods for solving elliptic problems often work well in practice, they are usually not proven to converge. For Poisson like problems, an exception is given by the method of Dörfler ([8]), that was later improved by Morin, Nochetto and Siebert ([11]). In this paper we extend these methods by constructing an adaptive finite element method for a singularly perturbed reaction-diffusion equation that, in energy norm, converges uniformly in the size of the reaction term. Moreover, in this algorithm the arising Galerkin systems are solved only inexactly, so that, generally, the number of arithmetic operations is equivalent to the number of triangles in the final partition.This work was supported by the Netherlands Organization for Scientific Research and by the EU-IHP project “Breaking Complexity.”     

A second-order difference scheme for a parameterized singular perturbation problem

In this paper we consider a singularly perturbed quasilinear boundary value problem depending on a parameter. The problem is discretized using a hybrid difference scheme on Shishkin-type meshes. We show that the scheme is second-order convergent, in the discrete maximum norm, independent of singular perturbation parameter. Numerical experiments support these theoretical results.     

Existence and regularity of the solution of a mixed boundary value problem for the Keldysh equation with a nonlinear absorption term

The Keldysh equation is a more general form of the classic Tricomi equation from fluid dynamics. Its well-posedness and the regularity of its solution are interesting and important. The Keldysh equation is elliptic in y>0 and is degenerate at the line y=0 in R². Adding a special nonlinear absorption term, we study a nonlinear degenerate elliptic equation with mixed boundary conditions in a piecewise smooth domain—similar to the potential fluid shock reflection problem. By means of an elliptic regularization technique, a delicate a priori estimate and compact argument, we show that the solution of a mixed boundary value problem of the Keldysh equation is smooth in the interior and Lipschitz continuous up to the degenerate boundary under some conditions. We believe that this kind of regularity result for the solution will be rather useful.     

A penalty method for a mixed nonlinear complementarity problem

We propose a power penalty method for a mixed nonlinear complementarity problem (MNCP) and show that the solution to the penalty equation converges to that of the MNCP exponentially as the penalty parameter approaches infinity, provided that the mapping involved in the MNCP is both continuous and ξ-monotone. Furthermore, a convergence theorem is established when the monotonicity assumption on the mapping is removed. To demonstrate the usefulness and the convergence rates of this method, we design a non-trivial test MNCP problem arising in shape-preserving bi-harmonic interpolation and apply our method to this test problem. The numerical results confirm our theoretical findings.     

Discretization errors at free boundaries of the Grad-Schlüter-Shafranov equation

Summary The numerical error of standard finite-difference schemes is analyzed at free boundaries of the Grad-Schlüter-Shafranov equation of plasma physics. A simple correction strategy is devised to eliminate (to leading order) the errors which arise as the free boundary crosses the rectangular grid at irregular locations. The resulting scheme can be solved by Gauss-Newton or Inverse iterations, or by multigrid iterations. Extrapolation (from 2^nd to 3^rd order of accuracy) is possible for the new scheme.Dedicated to the memory of Professor Lothar Collatz     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

Optimization of the Runge-Kutta iteration with residual smoothing

Iterative solvers in combination with multi-grid have been used extensively to solve large algebraic systems. One of the best known is the Runge-Kutta iteration. Previously (Haelterman et al. (2009) [3]) we reformulated the Runge-Kutta scheme and established a model of a complete V-cycle which was used to optimize the coefficients of the multi-stage scheme and resulted in a better overall performance. We now look into aspects of central and upwind residual smoothing within the same optimization framework. We consider explicit and implicit residual smoothing and either apply it within the Runge-Kutta time-steps, as a filter for restriction or as a preconditioner for the discretized equations. We also shed a different light on the very high CFL numbers obtained by upwind residual smoothing and point out that damping the high frequencies by residual smoothing is not necessarily a good idea.     

Semi-implicit Runge-Kutta schemes for the Navier-Stokes equations

The stationary Navier-Stokes equations are solved in 2D with semi-implicit Runge-Kutta schemes, where explicit time-integration in the streamwise direction is combined with implicit integration in the body-normal direction. For model problems stability restrictions and convergence properties are studied. Numerical experiments for the flow over a flat plate show that the number of iterations for the semi-implicit schemes is almost independent of the Reynolds number.     

A posteriori error estimates for mixed finite element approximations of elliptic problems

We derive residual based a posteriori error estimates of the flux in L ²-norm for a general class of mixed methods for elliptic problems. The estimate is applicable to standard mixed methods such as the Raviart–Thomas–Nedelec and Brezzi–Douglas–Marini elements, as well as stabilized methods such as the Galerkin-Least squares method. The element residual in the estimate employs an elementwise computable postprocessed approximation of the displacement which gives optimal order.